Calculate the value of a six$-$month futures contract on a Treasury bond. You have the following information:

Note: Do not round intermediate calculations. Round your answer to $3$ decimal places.

Six$-$month interest rate: $11\%$ per year, or $5\mathrm{.}40\%$ for six months.

Spot price of bond: $92\mathrm{.}25.$

The bond pays a $9\%$ coupon, $4\mathrm{.}50\%$ every six months.